0823.HK vs. 0016.HK
Compare and contrast key facts about Link Real Estate Investment Trust (0823.HK) and Sun Hung Kai Properties Limited (0016.HK).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 0823.HK or 0016.HK.
Key characteristics
| 0823.HK | 0016.HK | |
|---|---|---|
| YTD Return | -9.59% | 3.92% |
| 1Y Return | 9.58% | 9.70% |
| 3Y Return (Ann) | -12.35% | -0.04% |
| 5Y Return (Ann) | -9.83% | -0.67% |
| 10Y Return (Ann) | 2.93% | 1.65% |
| Sharpe Ratio | 0.43 | 0.40 |
| Sortino Ratio | 0.81 | 0.77 |
| Omega Ratio | 1.10 | 1.09 |
| Calmar Ratio | 0.20 | 0.24 |
| Martin Ratio | 0.73 | 0.90 |
| Ulcer Index | 16.29% | 10.87% |
| Daily Std Dev | 27.67% | 24.80% |
| Max Drawdown | -60.51% | -70.45% |
| Current Drawdown | -49.25% | -21.32% |
Fundamentals
| 0823.HK | 0016.HK | |
|---|---|---|
| Market Cap | HK$98.04B | HK$250.24B |
| EPS | HK$0.00 | HK$0.00 |
| PEG Ratio | 10.18 | 0.58 |
Correlation
The correlation between 0823.HK and 0016.HK is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
0823.HK vs. 0016.HK - Performance Comparison
In the year-to-date period, 0823.HK achieves a -9.59% return, which is significantly lower than 0016.HK's 3.92% return. Over the past 10 years, 0823.HK has outperformed 0016.HK with an annualized return of 2.93%, while 0016.HK has yielded a comparatively lower 1.65% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
0823.HK vs. 0016.HK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Link Real Estate Investment Trust (0823.HK) and Sun Hung Kai Properties Limited (0016.HK). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
0823.HK vs. 0016.HK - Dividend Comparison
0823.HK's dividend yield for the trailing twelve months is around 6.91%, more than 0016.HK's 5.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
0823.HK Link Real Estate Investment Trust | 6.91% | 5.68% | 5.26% | 4.49% | 4.07% | 3.42% | 3.26% | 3.29% | 4.34% | 4.14% | 3.61% | 4.14% |
0016.HK Sun Hung Kai Properties Limited | 5.36% | 5.86% | 4.63% | 5.23% | 4.95% | 4.15% | 4.17% | 3.14% | 3.93% | 3.58% | 2.83% | 3.41% |
Drawdowns
0823.HK vs. 0016.HK - Drawdown Comparison
The maximum 0823.HK drawdown since its inception was -60.51%, smaller than the maximum 0016.HK drawdown of -70.45%. Use the drawdown chart below to compare losses from any high point for 0823.HK and 0016.HK. For additional features, visit the drawdowns tool.
Volatility
0823.HK vs. 0016.HK - Volatility Comparison
The current volatility for Link Real Estate Investment Trust (0823.HK) is 7.89%, while Sun Hung Kai Properties Limited (0016.HK) has a volatility of 9.85%. This indicates that 0823.HK experiences smaller price fluctuations and is considered to be less risky than 0016.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
0823.HK vs. 0016.HK - Financials Comparison
This section allows you to compare key financial metrics between Link Real Estate Investment Trust and Sun Hung Kai Properties Limited. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities